Trading Metrics calculated at close of trading on 03-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2020 |
03-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
12,021.28 |
11,374.55 |
-646.73 |
-5.4% |
11,623.34 |
High |
12,056.17 |
11,451.58 |
-604.59 |
-5.0% |
11,825.31 |
Low |
11,221.57 |
10,511.85 |
-709.72 |
-6.3% |
11,126.87 |
Close |
11,374.55 |
10,785.88 |
-588.67 |
-5.2% |
11,502.64 |
Range |
834.60 |
939.73 |
105.13 |
12.6% |
698.44 |
ATR |
469.07 |
502.69 |
33.62 |
7.2% |
0.00 |
Volume |
52,740 |
67,327 |
14,587 |
27.7% |
134,504 |
|
Daily Pivots for day following 03-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,735.63 |
13,200.48 |
11,302.73 |
|
R3 |
12,795.90 |
12,260.75 |
11,044.31 |
|
R2 |
11,856.17 |
11,856.17 |
10,958.16 |
|
R1 |
11,321.02 |
11,321.02 |
10,872.02 |
11,118.73 |
PP |
10,916.44 |
10,916.44 |
10,916.44 |
10,815.29 |
S1 |
10,381.29 |
10,381.29 |
10,699.74 |
10,179.00 |
S2 |
9,976.71 |
9,976.71 |
10,613.60 |
|
S3 |
9,036.98 |
9,441.56 |
10,527.45 |
|
S4 |
8,097.25 |
8,501.83 |
10,269.03 |
|
|
Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,580.26 |
13,239.89 |
11,886.78 |
|
R3 |
12,881.82 |
12,541.45 |
11,694.71 |
|
R2 |
12,183.38 |
12,183.38 |
11,630.69 |
|
R1 |
11,843.01 |
11,843.01 |
11,566.66 |
11,663.98 |
PP |
11,484.94 |
11,484.94 |
11,484.94 |
11,395.42 |
S1 |
11,144.57 |
11,144.57 |
11,438.62 |
10,965.54 |
S2 |
10,786.50 |
10,786.50 |
11,374.59 |
|
S3 |
10,088.06 |
10,446.13 |
11,310.57 |
|
S4 |
9,389.62 |
9,747.69 |
11,118.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,060.58 |
10,511.85 |
1,548.73 |
14.4% |
583.16 |
5.4% |
18% |
False |
True |
40,368 |
10 |
12,060.58 |
10,511.85 |
1,548.73 |
14.4% |
502.84 |
4.7% |
18% |
False |
True |
34,273 |
20 |
12,476.88 |
10,511.85 |
1,965.03 |
18.2% |
501.36 |
4.6% |
14% |
False |
True |
39,797 |
40 |
12,476.88 |
9,037.31 |
3,439.57 |
31.9% |
454.04 |
4.2% |
51% |
False |
False |
41,152 |
60 |
12,476.88 |
8,848.18 |
3,628.70 |
33.6% |
397.97 |
3.7% |
53% |
False |
False |
37,874 |
80 |
12,476.88 |
8,647.02 |
3,829.86 |
35.5% |
418.94 |
3.9% |
56% |
False |
False |
41,799 |
100 |
12,476.88 |
6,765.37 |
5,711.51 |
53.0% |
450.47 |
4.2% |
70% |
False |
False |
48,741 |
120 |
12,476.88 |
5,690.21 |
6,786.67 |
62.9% |
460.81 |
4.3% |
75% |
False |
False |
51,342 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,445.43 |
2.618 |
13,911.79 |
1.618 |
12,972.06 |
1.000 |
12,391.31 |
0.618 |
12,032.33 |
HIGH |
11,451.58 |
0.618 |
11,092.60 |
0.500 |
10,981.72 |
0.382 |
10,870.83 |
LOW |
10,511.85 |
0.618 |
9,931.10 |
1.000 |
9,572.12 |
1.618 |
8,991.37 |
2.618 |
8,051.64 |
4.250 |
6,518.00 |
|
|
Fisher Pivots for day following 03-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
10,981.72 |
11,286.22 |
PP |
10,916.44 |
11,119.44 |
S1 |
10,851.16 |
10,952.66 |
|